+117.7%
RIOT vs DXCM
-19.6%
+137.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +18.4% | -6.5% | +24.9% | +20.2% |
| 30D | +13.8% | -4.3% | +18.1% | +14.7% |
| 3M | -12.7% | +7.3% | -20.0% | -15.4% |
| 6M | +50.1% | +22.0% | +28.1% | +39.9% |
| YTD | +74.2% | +26.4% | +47.8% | +61.3% |
| 1Y | +45.1% | +7.0% | +38.1% | +39.1% |
| All | +117.7% | -19.6% | +137.3% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling